+101.8%
ADTN vs SPY
+2,823.4%
-2,721.6%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.3% |
| 7D | +1.5% | +0.5% | +0.9% | +0.8% |
| 30D | +0.3% | -0.9% | +1.2% | +1.2% |
| 3M | -52.7% | +3.9% | -56.6% | -54.5% |
| 6M | -21.0% | +14.5% | -35.5% | -31.4% |
| YTD | -12.8% | +12.9% | -25.7% | -23.0% |
| 1Y | -25.7% | +19.4% | -45.0% | -37.7% |
| 3Y | -6.8% | +78.5% | -85.2% | -47.1% |
| 5Y | -60.2% | +81.8% | -142.0% | -77.9% |
| 10Y | -52.6% | +311.5% | -364.1% | -88.7% |
| All | +101.8% | +2,823.4% | -2,721.6% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling